$K=3360,S_0=3360,\sigma =0.341094787,r=0.0184,d=0,$ Math_183#

K

$N_S$

Price

Conf. Int.

Std. err.

K

5000

998.2913

(971.7518, 1.0248e+03)

13.5406

2 - 5

10,000

976.9586

(958.5350, 995.3821)

9.3998

2 - 5

25,000

995.1205

(983.3538, 1.0069e+03)

6.0034

2 - 5

50,000

988.3008

(980.0068, 996.5947)

4.2316

2 - 5

75,000

994.7615

(987.9766, 1.0015e+03)

3.4617

2 - 5

100,000

990.1824

(984.3429, 996.0219)

2.9793

2 - 5

200,000

994.3654

(990.2129, 998.5179)

2.1186

K + 400

5000

675.2659

(650.4159, 700.1159)

12.6786

2 - 5

10,000

669.0736

(651.3198, 686.8274)

9.0581

2 - 5

25,000

667.6439

(656.6340, 678.6538)

5.6173

2 - 5

50,000

669.7954

(661.9832, 677.6076)

3.9858

2 - 5

75,000

671.8285

(665.4109, 678.2462)

3.2743

2 - 5

100,000

675.0436

(669.4726, 680.6146)

2.8424

2 - 5

200,000

667.5709

(663.6739, 671.4680)

1.9883

K - 400

5000

1.38E+03

(1.3520e+03, 1.4037e+03)

13.1799

2 - 5

10,000

1.39E+03

(1.3669e+03, 1.4043e+03)

9.545

2 - 5

25,000

1.38E+03

(1.3696e+03, 1.3932e+03)

6.0124

2 - 5

50,000

1.39E+03

(1.3793e+03, 1.3962e+03)

4.3026

2 - 5

75,000

1.39E+03

(1.3844e+03, 1.3980e+03)

3.4816

2 - 5

100,000

1.39E+03

(1.3796e+03, 1.3914e+03)

3.007

2 - 5

200,000

1.39E+03

(1.3844e+03, 1.3928e+03)

2.1372